+63.6%
AMGN vs RKT
+37.5%
+26.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | -0.2% |
| 7D | -11.6% | -1.0% | -10.7% | -11.6% |
| 30D | -5.7% | -2.4% | -3.3% | -5.5% |
| 3M | +14.2% | +1.9% | +12.3% | +13.7% |
| 6M | +5.2% | -13.9% | +19.0% | +5.9% |
| YTD | +22.0% | -30.6% | +52.6% | +24.3% |
| 1Y | +43.6% | -34.4% | +78.0% | +46.7% |
| All | +63.6% | +37.5% | +26.0% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RKT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling